
load data_schorfheide
% Subperiods in CGG
% Pre-Volcker:       1960:1 to 1979:2, obs  1 -  78
% Volcker-Greenspan: 1979:3 to 1997:4, obs 79 - 152
% post-82:           1982:4 to 1997:4, obs 92 - 152
   
ym  = ym(79:152,1);
paim  = paim(79:152,1);
rm  = rm(79:152,1);
